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Conical Algorithm in Global Optimization for Optimizing over Efficient Sets

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Abstract

The problem of optimizing some contiuous function over the efficient set of a multiple objective programming problem can be formulated as a nonconvex global optimization problem with special structure. Based on the conical branch and bound algorithm in global optimization, we establish an algorithm for optimizing over efficient sets and discuss about the implementation of this algorithm for some interesting special cases including the case of biobjective programming problems.

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Authors and Affiliations

  1. Department of Mathematics, University of Trier, 54286, Trier, Germany

    Nguyen V. Thoai

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  1. Nguyen V. Thoai
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Thoai, N.V. Conical Algorithm in Global Optimization for Optimizing over Efficient Sets. Journal of Global Optimization 18, 321–336 (2000). https://doi.org/10.1023/A:1026544116333

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